STOT Holdings List

As of Apr 22, 2024

No.	Symbol	Name	% Weight	Shares
1	T 4.25 01.31.26	US TREASURY N/B 4.25 01/31/2026	12.72%	22,000,000
2	T 4 01.15.27	US TREASURY N/B 4 01/15/2027	12.61%	22,000,000
3	B 0 05.02.24	TREASURY BILL 0 05/02/2024	5.85%	10,000,000
4	CMLTI 2007-AR8 2A1A	CITIGROUP MORTGAGE LOAN TRUST 4.4747 07/25/2037	1.45%	2,934,185
5	REG23 2021-4A A1	Napier Park Global Capital LLC 6.73617 01/20/2035	1.33%	2,265,000
6	LUM 2007-1 1A1	LUMINENT MORTGAGE TRUST 5.76389 11/25/2036	1.20%	2,392,141
7	n/a	US Dollars	1.18%	2,007,388
8	MP21 2021-3A A1	Marble Point CLO Management LLC 6.81868 10/17/2034	1.17%	2,000,000
9	STACR 2024-HQA1 M1	Freddie Mac - STACR 6.56864 03/25/2044	1.00%	1,700,000
10	CQS 2021-1A A	CQS US 6.80617 01/20/2035	0.88%	1,500,000
11	ANCHC 2021-19A A	Anchorage Capital Group LLC 6.80017 10/15/2034	0.88%	1,500,000
12	WAMU 2006-AR16 2A1	WAMU MORTGAGE PASS-THROUGH CER 4.36355 12/25/2036	0.85%	1,688,621
13	PRPM 2022-1 A1	PRP Advisors, LLC 3.72 02/25/2027	0.84%	1,472,294
14	MP8 2015-2A ARR	Marble Point CLO Management LLC 6.7812 04/28/2034	0.76%	1,300,000
15	VERUS 2023-INV2 A1	Verus Securitization Trust 6.443 08/25/2068	0.69%	1,186,808
16	HLSY 2020-3A A1A	HalseyPoint Asset Management, LLC 7.02904 11/30/2032	0.67%	1,150,000
17	BX 2019-CALM A	BX Trust 2019-ATL 6.31148 11/15/2032	0.64%	1,091,231
18	VERUS 2023-5 A1	Verus Securitization Trust 6.476 06/25/2068	0.62%	1,066,049
19	VOLT 2021-NP10 A1	VERICREST OPPORTUNITY LOAN TRA 1.9918 05/25/2051	0.59%	1,043,945
20	SNDPT 2024-38A A1	Sound Point Capital Management LP 6.9229 02/20/2037	0.59%	1,000,000
21	SNDPT 2020-1A AR	Sound Point Capital Management LP 6.75617 07/20/2034	0.59%	1,000,000
22	PCEPK 2021-1A A	GSO/Blackstone 6.71617 10/20/2034	0.59%	1,000,000
23	MP22 2021-2A A	Marble Point CLO Management LLC 6.78628 07/25/2034	0.59%	1,000,000
24	OCT51 2021-1A A	Octagon Credit Investors LLC 6.73617 07/20/2034	0.59%	1,000,000
25	ROCKT 2024-1A A1	Rockford Tower Capital Management LLC 6.93742 04/20/2037	0.59%	1,000,000
26	REGT6 2016-1A AR2	Napier Park Global Capital LLC 6.74617 04/20/2034	0.59%	1,000,000
27	WELF 2020-2A AR	Blue Owl Credit 6.81017 07/15/2034	0.59%	1,000,000
28	CGMS 2021-1A A1	Carlyle Investment Management LLC 6.73017 04/15/2034	0.59%	1,000,000
29	FNA 2020-M49 1A1	FANNIEMAE-ACES 1.297 11/25/2030	0.52%	998,810
30	FHR 4981 GF	FREDDIE MAC 5.83487 06/25/2050	0.51%	887,976
31	FNR 2008-9 FA	FANNIE MAE 5.93487 02/25/2038	0.50%	857,470
32	WOODS 2017-16A A	Angelo, Gordon & Co., L.P. 6.8386 11/15/2030	0.48%	823,364
33	DPABS 2017-1A A23	Dominos Pizza Master Issuer LL 4.118 07/25/2047	0.47%	846,000
34	FHR 4990 FN	FREDDIE MAC 5.78487 05/25/2050	0.46%	797,460
35	VERUS 2024-1 A1	Verus Securitization Trust 5.712 01/25/2069	0.46%	785,923
36	FNR 2016-83 FK	FANNIE MAE 5.93487 11/25/2046	0.45%	787,733
37	OBX 2023-NQM10 A1	Onslow Bay Financial LLC 6.465 10/25/2063	0.45%	764,499
38	FN MA5112	FANNIE MAE 5 08/01/2043	0.44%	776,291
39	CSMC 2020-RPL3 A1	CREDIT SUISSE MORTGAGE TRUST 4.081 03/25/2060	0.43%	737,823
40	RAST 2006-A6 1A4	RESIDENTIAL ASSET SECURITIZATI 6 07/25/2036	0.43%	2,582,020
41	PAID 2021-5 B	Pagaya AI Debt Selection Trust 2.63 08/15/2029	0.41%	700,427
42	FHR 5179 GD	FREDDIE MAC 2 12/25/2047	0.41%	831,262
43	VERUS 2022-3 A1	Verus Securitization Trust 4.13 02/25/2067	0.39%	712,907
44	RMLT 2020-1 A1	Residential Mortgage Loan Trus 2.376 01/26/2060	0.38%	683,043
45	VMC 2022-FL5 A	VMC FINANCE LLC 7.23035 02/18/2039	0.37%	634,579
46	MFRA 2023-NQM3 A1	MFRA Trust 6.617 07/25/2068	0.35%	604,826
47	VERUS 2024-3 A1	Verus Securitization Trust 6.338 04/25/2069	0.35%	600,000
48	CRVNA 2023-P5 A2	Carvana Co 5.77 04/12/2027	0.35%	591,476
49	FHR 4211 AP	FREDDIE MAC 1.6 03/15/2043	0.32%	597,958
50	C V3.352 04.24.25	CITIGROUP INC 3.352 04/24/2025	0.31%	525,000

As of Apr 22, 2024

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